Jones spent four seasons at the Stadium of Light, the final two of which brought successive relegations to leave Sunderland in tier three.
And after his Mackems deal expired at the end of last season, the 31-year-old joined one of the clubs with whom they swapped places in the Championship.
Rotherham have started stronger than many people expected them to back in the second tier, albeit only three places and two points above the bottom three.
And Jones said of life at the New York Stadium: "It has been really good. Obviously from where I have come from last season, there was not much positivity at all around the club with what happened.
"It was obviously horrible being part of that, personally.
"When I spoke to the gaffer (of Rotherham, Paul Warne) in the summer, he obviously spoke about the close-knit group he has here and the way the lads work hard for each other and thoroughly enjoy each other’s company in training in terms of working hard and off the pitch as well.
"It is a close-knit group and he spoke about how him and his staff do their utmost to improve you as an individual and as a team and it has been exactly that.
"It has been really great to be part of and hopefully we are going to have a special season here and that is what we are working hard to achieve."
Sunderland do however appear to have arrested their slide, and now sit third in League One with a new-look squad and manager, Jack Ross.
The Wearside club moved to within a point of second-place Peterborough United with a 2-1 win at Bradford City on Saturday.